A nonparametric approach to stochastic discount factor estimation
Fan Hu; Alastair R. Hall, and Douglas Nychka
| Year of publication: |
2000
|
|---|---|
| Authors: | Hu, Fan ; Hall, Alastair R. ; Nychka, Douglas W. |
| Published in: |
Applying Kernel and nonparametric estimation to economic topics ; 14. - Stamford, Conn. : Jai Press, ISBN 0-7623-0581-9. - 2000, p. 155-176
|
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Diskontierung | Discounting | Theorie | Theory | Momentenmethode | Method of moments | Schätzung | Estimation | Finanzanalyse | Financial analysis | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Applying Kernel and nonparametric estimation to economic topics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001548534